Giller Investments

Quantitative Trading and Private Investments

Giller Investments offers several Commodity Trading Advisor Trade Blotter feeds. Currently these are restricted to following our proprietary intraday index futures strategy and are offered to non-professional traders. (Feeds for professional traders may be negotiated directly with me.) This is a strategy for trading DJIA  and NASDAQ-100 futures (YM and NQ respectively) which involves taking a position shortly after the opening of the day's trading and holding the position until liquidation at the end of the day. No positions are ever carried overnight as part of this strategy. The strategy adjusts each day's trade size to take account of the forecast change in the respective futures contract during the trading day and also to take account of the level of volatility expected during that period.

By a Trade Blotter Feed we mean a web feed, offered by RSS or Twitter, that the subscriber has access to and that lists the history of trade decisions made by a real trader who is following the strategy. The trading is quantitative system trading, although there have been occasional manual overrides during periods of extreme market stress. All the trades reported in the blotter are actual real trades that are being reported after execution on the exchange. The form of the report is quite terse, but includes a trade summary and a record of actual trade fills and prices. The trade fills are derived from actual brokerage records for a proprietary futures brokerage account operated by Giller Investments (New Jersey), LLC. The trade sizes are chosen according to the account size, forecast profit and volatility level, and is currently around $100,000 per contract type (i.e. NQ or YM).

The feed is currently offered in two versions. The first delayed feed is available at no charge through Feedburner and on Twitter. The second real-time feed is served as RSS directly from our production trading server or from a private Twitter account, and is licensed at the rate of $0.95 per subscriber per day. You may subscribe to either of these feeds at the links below.

Note that the feed is not investment advice, and will not be customized to the financial resources or risk preferences of any subscriber, and all subscribers will receive exactly the same feed. The feed represents an actual trading history and Giller Investments does maintain a beneficial interest in the securities mentioned in the feed. To subscribe to the the real-time feed, click the PayPal button below. When you subscribe to the real-time feed you are issued with a subscriber webkey that is used to identify your RSS reader to our trading server. You will be able to access the feed from a restricted number of host computers for each day in your subscription and may not poll the server at an excessive rate. Further terms and conditions relating to your use of published data are given in this linked document. By subscribing to a feed you accept and agree to all of these terms and conditions without exception.

Subscribe to Real-Time Index Futures Trade Blotter Feed via PayPal

Feed Subscriptions are Currently Suspended

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